| Trading Metrics calculated at close of trading on 30-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2023 |
30-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
16,110.0 |
16,062.0 |
-48.0 |
-0.3% |
15,980.0 |
| High |
16,120.0 |
16,308.0 |
188.0 |
1.2% |
16,308.0 |
| Low |
16,038.0 |
16,054.0 |
16.0 |
0.1% |
15,833.0 |
| Close |
16,059.0 |
16,272.0 |
213.0 |
1.3% |
16,272.0 |
| Range |
82.0 |
254.0 |
172.0 |
209.8% |
475.0 |
| ATR |
170.2 |
176.2 |
6.0 |
3.5% |
0.0 |
| Volume |
47,445 |
66,248 |
18,803 |
39.6% |
274,996 |
|
| Daily Pivots for day following 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,973.3 |
16,876.7 |
16,411.7 |
|
| R3 |
16,719.3 |
16,622.7 |
16,341.9 |
|
| R2 |
16,465.3 |
16,465.3 |
16,318.6 |
|
| R1 |
16,368.7 |
16,368.7 |
16,295.3 |
16,417.0 |
| PP |
16,211.3 |
16,211.3 |
16,211.3 |
16,235.5 |
| S1 |
16,114.7 |
16,114.7 |
16,248.7 |
16,163.0 |
| S2 |
15,957.3 |
15,957.3 |
16,225.4 |
|
| S3 |
15,703.3 |
15,860.7 |
16,202.2 |
|
| S4 |
15,449.3 |
15,606.7 |
16,132.3 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,562.7 |
17,392.3 |
16,533.3 |
|
| R3 |
17,087.7 |
16,917.3 |
16,402.6 |
|
| R2 |
16,612.7 |
16,612.7 |
16,359.1 |
|
| R1 |
16,442.3 |
16,442.3 |
16,315.5 |
16,527.5 |
| PP |
16,137.7 |
16,137.7 |
16,137.7 |
16,180.3 |
| S1 |
15,967.3 |
15,967.3 |
16,228.5 |
16,052.5 |
| S2 |
15,662.7 |
15,662.7 |
16,184.9 |
|
| S3 |
15,187.7 |
15,492.3 |
16,141.4 |
|
| S4 |
14,712.7 |
15,017.3 |
16,010.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,308.0 |
15,833.0 |
475.0 |
2.9% |
161.6 |
1.0% |
92% |
True |
False |
54,999 |
| 10 |
16,572.0 |
15,833.0 |
739.0 |
4.5% |
179.6 |
1.1% |
59% |
False |
False |
58,902 |
| 20 |
16,572.0 |
15,833.0 |
739.0 |
4.5% |
159.9 |
1.0% |
59% |
False |
False |
37,800 |
| 40 |
16,572.0 |
15,787.0 |
785.0 |
4.8% |
145.6 |
0.9% |
62% |
False |
False |
18,963 |
| 60 |
16,572.0 |
15,773.0 |
799.0 |
4.9% |
124.2 |
0.8% |
62% |
False |
False |
12,647 |
| 80 |
16,572.0 |
14,978.0 |
1,594.0 |
9.8% |
109.1 |
0.7% |
81% |
False |
False |
9,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,387.5 |
|
2.618 |
16,973.0 |
|
1.618 |
16,719.0 |
|
1.000 |
16,562.0 |
|
0.618 |
16,465.0 |
|
HIGH |
16,308.0 |
|
0.618 |
16,211.0 |
|
0.500 |
16,181.0 |
|
0.382 |
16,151.0 |
|
LOW |
16,054.0 |
|
0.618 |
15,897.0 |
|
1.000 |
15,800.0 |
|
1.618 |
15,643.0 |
|
2.618 |
15,389.0 |
|
4.250 |
14,974.5 |
|
|
| Fisher Pivots for day following 30-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,241.7 |
16,231.8 |
| PP |
16,211.3 |
16,191.7 |
| S1 |
16,181.0 |
16,151.5 |
|